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Report NEP-ECM-2023-03-06
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Max Cytrynbaum, 2023, "Covariate Adjustment in Stratified Experiments," Papers, arXiv.org, number 2302.03687, Feb, revised Jul 2024.
- Zongwu Cai & Ying Fang & Ming Lin & Zixuan Wu, 2023, "A Quasi Synthetic Control Method for Nonlinear Models With High-Dimensional Covariates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202305, Feb, revised Aug 2023.
- Joshua C. C. Chan & Aubrey Poon & Dan Zhu, 2023, "High-Dimensional Conditionally Gaussian State Space Models with Missing Data," Papers, arXiv.org, number 2302.03172, Feb.
- Heino Bohn Nielsen & Anders Rahbek, 2023, "Penalized Quasi-likelihood Estimation and Model Selection in Time Series Models with Parameters on the Boundary," Papers, arXiv.org, number 2302.02867, Feb.
- Marín Díazaraque, Juan Miguel & Lopes Moreira da Veiga, María Helena, 2023, "Shock-triggered asymmetric response stochastic volatility," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 36569, Feb.
- Thomas-Agnan, Christine & Dargel, Lukas, 2023, "Efficient Estimation of Spatial Econometric Interaction Models for Sparse OD Matrices," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1409, Feb.
- Juan Carlos Escanciano & Telmo P'erez-Izquierdo, 2023, "Automatic Debiased Estimation with Machine Learning-Generated Regressors," Papers, arXiv.org, number 2301.10643, Jan, revised May 2025.
- Yuehao Bai & Liang Jiang & Joseph P. Romano & Azeem M. Shaikh & Yichong Zhang, 2023, "Covariate Adjustment in Experiments with Matched Pairs," Papers, arXiv.org, number 2302.04380, Feb, revised Oct 2023.
- Patrick Aschermayr & Konstantinos Kalogeropoulos, 2023, "Sequential Bayesian Learning for Hidden Semi-Markov Models," Papers, arXiv.org, number 2301.10494, Jan.
- Jack Fosten & Daniel Gutknecht & Marc-Oliver Pohle, 2023, "Testing Quantile Forecast Optimality," Papers, arXiv.org, number 2302.02747, Feb, revised Oct 2023.
- Mathur, Maya B & Shpitser, Ilya & VanderWeele, Tyler, 2023, "A common-cause principle for eliminating selection bias in causal estimands through covariate adjustment," OSF Preprints, Center for Open Science, number ths4e, Jan, DOI: 10.31219/osf.io/ths4e.
- Niels Gillmann & Ostap Okhrin, 2023, "Adaptive local VAR for dynamic economic policy uncertainty spillover," Papers, arXiv.org, number 2302.02808, Feb.
- Yi-Chun Akchen & Dmitry Mitrofanov, 2023, "Consider or Choose? The Role and Power of Consideration Sets," Papers, arXiv.org, number 2302.04354, Feb, revised Feb 2025.
- Joao, Igor Custodio & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2023, "Dynamic nonparametric clustering of multivariate panel data," Working Paper Series, European Central Bank, number 2780, Feb.
- Christis Katsouris, 2023, "Testing for Structural Change under Nonstationarity," Papers, arXiv.org, number 2302.02370, Feb.
- Alicia Curth & Mihaela van der Schaar, 2023, "In Search of Insights, Not Magic Bullets: Towards Demystification of the Model Selection Dilemma in Heterogeneous Treatment Effect Estimation," Papers, arXiv.org, number 2302.02923, Feb, revised Jun 2023.
- Alho, Juha M. & Rendtel, Ulrich & Khan, Mursala, 2023, "The fade away effect of initial nonresponse bias in regression analysis," Discussion Papers, Free University Berlin, School of Business & Economics, number 2023/2, DOI: 10.17169/refubium-37466.
- Morris, Tim P & White, Ian R & Pham, Tra My & Quartagno, Matteo, 2023, "How to check a simulation study," OSF Preprints, Center for Open Science, number cbr72, Feb, DOI: 10.31219/osf.io/cbr72.
- Lanier, Joshua & Large, Jeremy & Quah, John, 2022, "Estimating Very Large Demand Systems," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2023-01, Jun.
- Ye Lu & Adrian Pagan, 2023, "To Boost or Not to Boost? That is the Question," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-12, Feb.
- Shuzhen Yang & Wenqing Zhang, 2023, "Fixed-point iterative algorithm for SVI model," Papers, arXiv.org, number 2301.07830, Jan.
- Paul Labonne, 2022, "Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2022-23, Oct.